Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$137M |
| 2 |
Pfizer
PFE
|
+$114M |
| 3 |
JPMorgan Chase
JPM
|
+$107M |
| 4 |
ExxonMobil
XOM
|
+$93.3M |
| 5 |
ESRX
Express Scripts Holding Company
ESRX
|
+$86.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FON
SPRINT CORP FON COM
FON
|
+$201M |
| 2 |
NWSA
NEWS CORPORATION CL-A
NWSA
|
+$182M |
| 3 |
Zoetis
ZTS
|
+$104M |
| 4 |
Goldman Sachs
GS
|
+$79.1M |
| 5 |
BKI
BUCKEYE TECHNOLOGY INC
BKI
|
+$74.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.71% |
| 2 | Industrials | 13.9% |
| 3 | Energy | 11.81% |
| 4 | Technology | 10.02% |
| 5 | Consumer Discretionary | 9.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2051
First Bancorp
FBNC
$2.59B
| $10.8M | 0.01% |
745,053
+1,078
| +0.1% | +$16.2K |
|
2052
Mercury Systems
MRCY
$5.18B
| $10.8M | 0.01% |
1,076,819
+29,490
| +3% | +$280K |
|
2053
National Presto Industries
NPK
$1.09B
| $10.8M | 0.01% |
152,680
-2,365
| -2% | -$172K |
|
|
LSI
2054
DELISTED
LSI CORPORATION
LSI
| $10.7M | 0.01% |
1,373,305
+99,280
| +8% | +$760K |
|
|
CBB
2055
DELISTED
Cincinnati Bell Inc.
CBB
| $10.7M | 0.01% |
789,456
-80,339
| -9% | -$1.27M |
|
2056
Ball Corp
BALL
$16.1B
| $10.7M | 0.01% |
478,212
+15,274
| +3% | +$343K |
|
2057
LSI Industries
LYTS
$756M
| $10.7M | 0.01% |
1,269,590
+4,251
| +0.3% | +$33.6K |
|
|
CKEC
2058
DELISTED
Carmike Cinemas Inc
CKEC
| $10.7M | 0.01% |
485,050
+51,596
| +12% | +$996K |
|
2059
Western New England Bancorp
WNEB
$277M
| $10.7M | 0.01% |
1,515,954
+311
| +0% | +$2.18K |
|
|
SPPI
2060
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $10.7M | 0.01% |
1,274,245
-18,746
| -1% | -$152K |
|
|
SUPX
2061
DELISTED
SUPERTEX INC
SUPX
| $10.7M | 0.01% |
421,848
+614
| +0.1% | +$15.2K |
|
2062
C.H. Robinson
CHRW
$18B
| $10.7M | 0.01% |
179,428
+16,031
| +10% | +$941K |
|
2063
KVH Industries
KVHI
$130M
| $10.7M | 0.01% |
773,621
+340,362
| +79% | +$4.65M |
|
|
TRR
2064
DELISTED
Trc Companies
TRR
| $10.7M | 0.01% |
1,440,688
+2,357
| +0.2% | +$18.8K |
|
|
VLTR
2065
DELISTED
VOLTERRA SEMCONDUCTOR CORP
VLTR
| $10.6M | 0.01% |
462,414
+5,814
| +1% | +$111K |
|
|
MFLX
2066
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $10.6M | 0.01% |
654,754
-886
| -0.1% | -$13.9K |
|
2067
VeriSign
VRSN
$27.3B
| $10.6M | 0.01% |
208,154
+1,886
| +0.9% | +$91.1K |
|
2068
Ameren
AEE
$28.8B
| $10.6M | 0.01% |
303,697
+14,110
| +5% | +$489K |
|
2069
Artivion
AORT
$1.16B
| $10.6M | 0.01% |
1,509,009
+6,432
| +0.4% | +$43.6K |
|
|
RVBD
2070
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $10.5M | 0.01% |
720,941
+434,894
| +152% | +$6.96M |
|
2071
Destination XL Group
DXLG
$35.9M
| $10.5M | 0.01% |
1,624,037
+81,274
| +5% | +$522K |
|
2072
Camden National
CAC
$971M
| $10.5M | 0.01% |
385,043
+1,809
| +0.5% | +$46.5K |
|
2073
RPC Inc
RES
$1.31B
| $10.5M | 0.01% |
678,707
+8,221
| +1% | +$120K |
|
|
NVE
2074
DELISTED
NV ENERGY, INC
NVE
| $10.5M | 0.01% |
443,134
-580
| -0.1% | -$13.7K |
|
2075
Shenandoah Telecom
SHEN
$635M
| $10.5M | 0.01% |
867,528
+22,726
| +3% | +$219K |
|
Similar funds
Dimensional Fund Advisors's Q3 2013 Portfolio in Review
As of Q3 2013, Dimensional Fund Advisors held 3,633 positions worth $116B, up 8.8% from $106B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Trading was light in Q3 2013: portfolio turnover was 2.7%. Dimensional Fund Advisors opened 48 new positions and exited 50, leaving the 3,633-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 4,364,241 shares worth $146M.
- Dimensional Fund Advisors added most to Pfizer in Q3 2013, an estimated $114M increase.
- Dimensional Fund Advisors's biggest Q3 2013 reduction was Zoetis, cutting an estimated $104M.
- Dimensional Fund Advisors fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $201M.
- Dimensional Fund Advisors's ten largest holdings make up 8.5% of its $116B portfolio in Q3 2013.
- Dimensional Fund Advisors opened 48 new positions and closed 50 in Q3 2013.
- Dimensional Fund Advisors's portfolio value rose 8.8% quarter-over-quarter to $116B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2013, filed 13 Nov 2013.